Causality and Markovian representations

Ljiljana Petrovic

Statistics & Probability Letters, 1996, vol. 29, issue 3, 223-227

Abstract: In this paper we consider a problem (that follows directly from realization problem): find all minimal Markovian representations for a given family of Hilbert spaces such that each of these two families provides exactly the same amount of information about some other family of Hilbert spaces (see Definition 2.5).

Keywords: Hilbert; space; Markovian; family; Causality; Stochastic; dynamic; system; Realization (search for similar items in EconPapers)
Date: 1996
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